-0.6%
AGG vs ZETA
+241.7%
-242.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | -2.4% | +2.6% | +0.2% |
| 30D | -0.4% | +15.6% | -16.0% | -0.5% |
| 3M | -0.3% | +41.5% | -41.8% | -0.6% |
| 6M | -1.2% | +63.4% | -64.7% | -1.7% |
| YTD | -0.4% | +51.3% | -51.7% | -0.8% |
| 1Y | +0.4% | +65.8% | -65.4% | -0.2% |
| 3Y | +13.4% | +279.2% | -265.8% | +11.4% |
| 5Y | -1.4% | +341.8% | -343.2% | -3.0% |
| All | -0.6% | +241.7% | -242.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling